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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Burkhauser, Richard V."
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Lehrbuch"
~type_genre:"Statistik"
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Capital income
Großbritannien
Income tax
Prognoseverfahren
United States
Volatility
Zeitreihenanalyse
United Kingdom
4
ARCH model
3
ARCH-Modell
3
Index futures
3
Index-Futures
3
Volatilität
3
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2
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2
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Einführung
Lehrbuch
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5
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English
Author
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Blundell, Richard W.
Burkhauser, Richard V.
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Brorsen, B. Wade
12
Daigler, Robert T.
12
Wang, George H. K.
12
Zhang, Jin E.
12
Lien, Da-hsiang Donald
11
Tse, Yiuman
11
Locke, Peter R.
9
Kolb, Robert W.
8
Kurov, Alexander
8
Ma, Christopher K.
8
Bali, Turan G.
7
Edwards, Franklin R.
7
Frino, Alex
7
Gay, Gerald D.
7
Krehbiel, Timothy L.
7
Milonas, Nikolaos T.
7
Schneeweis, Thomas
7
Simon, David P.
7
Chatrath, Arjun
6
Fung, Joseph K. W.
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Najand, Mohammad
6
Webb, Robert I.
6
Whaley, Robert E.
6
Ap Gwilym, Owain
5
Chang, Eric Chieh
5
Chou, Robin K.
5
Ederington, Louis H.
5
Fung, Hung-gay
5
Haigh, Michael S.
5
Hayenga, Marvin L.
5
Heaney, Richard A.
5
Koch, Timothy W.
5
Lai, Yu-Sheng
5
Luo, Xingguo
5
Martell, Terrence F.
5
Myers, Robert J.
5
Ramchander, Sanjay
5
Sultan, Jahangir
5
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The journal of futures markets
Fiscal studies : the journal of the Institute for Fiscal Studies
21
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
16
International review of financial analysis
16
Economic modelling
15
Applied economics
14
The European journal of finance
13
The Manchester School of Economic and Social Studies
11
Bulletin of economic research
9
International journal of finance & economics : IJFE
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
The review of economics and statistics
9
Finance research letters
8
Journal of business finance & accounting : JBFA
8
Research in international business and finance
8
The American economic review
8
Economics letters
7
International review of economics & finance : IREF
7
Journal of applied econometrics
7
Journal of economic studies
7
Journal of forecasting
7
The Manchester School
7
Explorations in economic history : EEH
6
Journal of international financial markets, institutions & money
6
Oxford economic papers
6
The economic record : er
6
The journal of asset management
6
Vierteljahrshefte zur Wirtschaftsforschung
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economica
5
International tax and public finance
5
Journal of econometrics
5
Journal of financial services research : JFSR
5
Journal of human resources : JHR
5
Schmollers Jahrbuch : journal of contextual economics
5
The Australian economic review
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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ECONIS (ZBW)
5
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1
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
2
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
3
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
4
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
5
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
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